64 lines
2.1 KiB
Matlab
64 lines
2.1 KiB
Matlab
function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
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% function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
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% Markov-switching SBVAR: Compute Posterior Mode Regime Probabilities
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%
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% INPUTS
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% M_: (struct) model structure
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% options_: (struct) options
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% oo_: (struct) results
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%
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% OUTPUTS
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% options_: (struct) options
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% oo_: (struct) results
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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disp('MS-SBVAR Compute Regime Probabilities');
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options_ = set_file_tags(options_);
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clean_ms_probabilities_files(options_.ms.output_file_tag);
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[options_, oo_] = set_ms_estimation_file(options_.ms.file_tag, options_, oo_);
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% setup command line options
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opt = ['-probabilities -seed ' num2str(options_.DynareRandomStreams.seed)];
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opt = [opt ' -ft ' options_.ms.file_tag];
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opt = [opt ' -fto ' options_.ms.output_file_tag];
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if options_.ms.filtered_probabilities
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opt = [opt ' -filtered' ];
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prob_out_file = ['filtered_' options_.ms.output_file_tag '.out'];
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elseif options_.ms.real_time_smoothed_probabilities
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opt = [opt ' -real_time_smoothed' ];
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prob_out_file = 0;
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else
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opt = [opt ' -smoothed' ];
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prob_out_file = ['smoothed_' options_.ms.output_file_tag '.out'];
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end
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% compute probabilities
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ms_sbvar_command_line(opt);
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% now we want to plot the probabilities for each chain
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if ischar(prob_out_file)
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computed_probabilities = load(prob_out_file);
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plot_ms_probabilities(computed_probabilities,options_);
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end
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end
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